SAS cap 1st and 99th percentiles of dataset with hundreds of variables - sas

I have a SAS dataset with 700 columns (variables). For all 700 of them, I want to cap all values below the 1st percentile to the 1st percentile and all values above the 99th percentile to the 99th percentile. I want to do this iteratively for all 700 variables without having to specify their names explicitly.
How can I do this?

Perhaps slightly easier than the hash table - and somewhat faster, I believe - is using the horizontal output of proc means, and then using an array.
proc means data=sashelp.prdsale;
var _numeric_;
output out=quantiles p1= p99= /autoname;
run;
proc sql;
select name
into :numlist separated by ' '
from dictionary.columns
where libname='SASHELP' and memname='PRDSALE' and type='num';
quit;
data prdsale_capped;
set sashelp.prdsale;
if _n_ eq 1 then set quantiles;
array vars &numlist.;
array p1 actual_p1--month_p1;
array p99 actual_p99--month_p99;
do _i = 1 to dim(vars);
vars[_i] = max(min(vars[_i],p99[_i]),p1[_i]);
end;
run;
Basically it's just setting up three arrays - vars, p1, p99 - and then you have all 3 values for every numeric variable on the PDV and can just compare during a single array traversal.
For a production process I'd probably not use the -- but instead make 3 lists from proc sql and make 100% sure they're in the same order by using an order by.

You can do this with proc means and a hash table lookup. Let's create some test data with 100 variables pulled from a normal distribution. For testing, we'll change all the variables in the first and second rows to really big and really small numbers.
Our approach: create a lookup table where we can find the variable's name, pull its percentiles, and compare its value against those percentiles.
data have;
array var[100];
do i = 1 to 100;
do j = 1 to dim(var);
var[j] = rand('normal');
/* Test values */
if(i = 1) then var[j] = 99999;
if(i = 2) then var[j] = -99999;
end;
output;
end;
drop i j;
run;
Data:
var1 var2 var3 ...
99999 99999 99999 ...
-99999 -99999 -99999 ...
-0.149875111 0.4455504523 -0.783127138 ...
-0.731432437 -0.572508065 -1.044928486 ...
0.0108184539 1.0605591996 1.9132874927 ...
... ... ... ...
Let's get all the percentiles with proc means. You might be tempted to use output out=, but it does not create the data in a vertical lookup table that's easy for us to use in this manner; however, the stackODSOutput option on proc means does. More info on this from Rick Wicklin.
We'll use ods select none so we don't render a large table but still produce the dataset that drives the table.
/* Get a dataset of all 1st and 99th percentiles for each variable */
ods select none;
proc means data=have stackODSOutput p1 p99;
var var1-var100;
ods output summary = percentiles;
run;
ods select all;
Note that all the percentiles will be the same in this case. This is expected. We set all the variables in the first and second rows to the same big and small numbers for easy testing.
Data:
Variable P1 P99 ...
var1 -50001 50001 ...
var2 -50001 50001 ...
var3 -50001 50001 ...
var4 -50001 50001 ...
... ... ... ...
Now we'll use our lookup approach. We know our variable names and we can store them in an array. We can loop through that array, look up the variable in the hash table by name with vname(), and get its percentile.
data want;
set have;
array var[*] var1-var100;
/* Load a table of these values into memory and search for each percentile.
Think of this like a simple lookup table that floats out in memory.
*/
if(_N_ = 1) then do;
length variable $32.;
dcl hash pctiles(dataset: 'percentiles');
pctiles.defineKey('variable');
pctiles.defineData('p1', 'p99');
pctiles.defineDone();
call missing(p1, p99);
end;
/* Get the 1st and 99th percentile of each variable.
If the variable's name matches the variable name
in the hash table, check the variable's value
against the lookup percentile.
Cap it if it's above or below the percentile.
*/
do i = 1 to dim(var);
if(pctiles.Find(key:vname(var[i]) ) = 0) then do;
if(var[i] < p1) then var[i] = p1;
else if(var[i] > p99) then var[i] = p99;
end;
end;
drop i variable p1 p99;
run;
Output:
var1 var2 var3 ...
50000.532908 50000.721522 99999 ...
-50000.61447 -50000.92196 -50001.19549 ...
-0.149875111 0.4455504523 -0.783127138 ...
-0.731432437 -0.572508065 -1.044928486 ...
0.0108184539 1.0605591996 1.9132874927 ...
... ... ... ...
If your variables do not follow an easy sequential name, you can use the -- shortcut. For example, varA varB varC varD can be selected by varA--varD.

Related

SaS 9.4: How to use different weights on the same variable without datastep or proc sql

I can't find a way to summarize the same variable using different weights.
I try to explain it with an example (of 3 records):
data pippo;
a=10;
wgt1=0.5;
wgt2=1;
wgt3=0;
output;
a=3;
wgt1=0;
wgt2=0;
wgt3=1;
output;
a=8.9;
wgt1=1.2;
wgt2=0.3;
wgt3=0.1;
output;
run;
I tried the following:
proc summary data=pippo missing nway;
var a /weight=wgt1;
var a /weight=wgt2;
var a /weight=wgt3;
output out=pluto (drop=_freq_ _type_) sum()=;
run;
Obviously it gives me a warning because I used the same variable "a" (I can't rename it!).
I've to save a huge amount of data and not so much physical space and I should construct like 120 field (a0-a6,b0-b6 etc) that are the same variables just with fixed weight (wgt0-wgt5).
I want to store a dataset with 20 columns (a,b,c..) and 6 weight (wgt0-wgt5) and, on demand, processing a "summary" without an intermediate datastep that oblige me to create 120 fields.
Due to the huge amount of data (more or less 55Gb every month) I'd like also not to use proc sql statement:
proc sql;
create table pluto
as select sum(db.a * wgt1) as a0, sum(db.a * wgt1) as a1 , etc.
quit;
There is a "Super proc summary" that can summarize the same field with different weights?
Thanks in advance,
Paolo
I think there are a few options. One is the data step view that data_null_ mentions. Another is just running the proc summary however many times you have weights, and either using ods output with the persist=proc or 20 output datasets and then setting them together.
A third option, though, is to roll your own summarization. This is advantageous in that it only sees the data once - so it's faster. It's disadvantageous in that there's a bit of work involved and it's more complicated.
Here's an example of doing this with sashelp.baseball. In your actual case you'll want to use code to generate the array reference for the variables, and possibly for the weights, if they're not easily creatable using a variable list or similar. This assumes you have no CLASS variable, but it's easy to add that into the key if you do have a single (set of) class variable(s) that you want NWAY combinations of only.
data test;
set sashelp.baseball;
array w[5];
do _i = 1 to dim(w);
w[_i] = rand('Uniform')*100+50;
end;
output;
run;
data want;
set test end=eof;
i = .;
length varname $32;
sumval = 0 ;
sum=0;
if _n_ eq 1 then do;
declare hash h_summary(suminc:'sumval',keysum:'sum',ordered:'a');;
h_summary.defineKey('i','varname'); *also would use any CLASS variable in the key;
h_summary.defineData('i','varname'); *also would include any CLASS variable in the key;
h_summary.defineDone();
end;
array w[5]; *if weights are not named in easy fashion like this generate this with code;
array vars[*] nHits nHome nRuns; *generate this with code for the real dataset;
do i = 1 to dim(w);
do j = 1 to dim(vars);
varname = vname(vars[j]);
sumval = vars[j]*w[i];
rc = h_summary.ref();
if i=1 then put varname= sumval= vars[j]= w[i]=;
end;
end;
if eof then do;
rc = h_summary.output(dataset:'summary_output');
end;
run;
One other thing to mention though... if you're doing this because you're doing something like jackknife variance estimation or that sort of thing, or anything that uses replicate weights, consider using PROC SURVEYMEANS which can handle replicate weights for you.
You can SCORE your data set using a customized SCORE data set that you can generate
with a data step.
options center=0;
data pippo;
retain a 10 b 1.75 c 5 d 3 e 32;
run;
data score;
if 0 then set pippo;
array v[*] _numeric_;
retain _TYPE_ 'SCORE';
length _name_ $32;
array wt[3] _temporary_ (.5 1 .333);
do i = 1 to dim(v);
call missing(of v[*]);
do j = 1 to dim(wt);
_name_ = catx('_',vname(v[i]),'WGT',j);
v[i] = wt[j];
output;
end;
end;
drop i j;
run;
proc print;[enter image description here][1]
run;
proc score data=pippo score=score;
id a--e;
var a--e;
run;
proc print;
run;
proc means stackods sum;
ods exclude summary;
ods output summary=summary;
run;
proc print;
run;
enter image description here

SAS: Replace rare levels in variable with new level "Other"

I've got pretty big table where I want to replace rare values (for this example that have less than 10 occurancies but real case is more complicated- it might have 1000 levels while I want to have only 15). This list of possible levels might change so I don't want to hardcode anything.
My code is like:
%let var = Make;
proc sql;
create table stage1_ as
select &var.,
count(*) as count
from sashelp.cars
group by &var.
having count >= 10
order by count desc
;
quit;
/* Join table with table including only top obs to replace rare
values with "other" category */
proc sql;
create table stage2_ as
select t1.*,
case when t2.&var. is missing then "Other_&var." else t1.&var. end as &var._new
from sashelp.cars t1 left join
stage1_ t2 on t1.&var. = t2.&var.
;
quit;
/* Drop old variable and rename the new as old */
data result;
set stage2_(drop= &var.);
rename &var._new=&var.;
run;
It works, but unfortunately it is not very officient as it needs to make a join for each variable (in real case I am doing it in loop).
Is there a better way to do it? Maybe some smart replace function?
Thanks!!
You probably don't want to change the actual data values. Instead consider creating a custom format for each variable that will map the rare values to an 'Other' category.
The FREQ procedure ODS can be used to capture the counts and percentages of every variable listed into a single table. NOTE: Freq table/out= captures only the last listed variable. Those counts can be used to construct the format according to the 'othering' rules you want to implement.
data have;
do row = 1 to 1000;
array x x1-x10;
do over x;
if row < 600
then x = ceil(100*ranuni(123));
else x = ceil(150*ranuni(123));
end;
output;
end;
run;
ods output onewayfreqs=counts;
proc freq data=have ;
table x1-x10;
run;
data count_stack;
length name $32;
set counts;
array x x1-x10;
do over x;
name = vname(x);
value = x;
if value then output;
end;
keep name value frequency;
run;
proc sort data=count_stack;
by name descending frequency ;
run;
data cntlin;
do _n_ = 1 by 1 until (last.name);
set count_stack;
by name;
length fmtname $32;
fmtname = trim(name)||'top';
start = value;
label = cats(value);
if _n_ < 11 then output;
end;
hlo = 'O';
label = 'Other';
output;
run;
proc format cntlin=cntlin;
run;
ods html;
proc freq data=have;
table x1-x10;
format
x1 x1top.
x2 x2top.
x3 x3top.
x4 x4top.
x5 x5top.
x6 x6top.
x7 x7top.
x8 x8top.
x9 x9top.
x10 x10top.
;
run;

How do I create a SAS data view from an 'Out=' option?

I have a process flow in SAS Enterprise Guide which is comprised mainly of Data views rather than tables, for the sake of storage in the work library.
The problem is that I need to calculate percentiles (using proc univariate) from one of the data views and left join this to the final table (shown in the screenshot of my process flow).
Is there any way that I can specify the outfile in the univariate procedure as being a data view, so that the procedure doesn't calculate everything prior to it in the flow? When the percentiles are left joined to the final table, the flow is calculated again so I'm effectively doubling my processing time.
Please find the code for the univariate procedure below
proc univariate data=WORK.QUERY_FOR_SGFIX noprint;
var CSA_Price;
by product_id;
output out= work.CSA_Percentiles_Prod
pctlpre= P
pctlpts= 40 to 60 by 10;
run;
In SAS, my understanding is that procs such as proc univariate cannot generally produce views as output. The only workaround I can think of would be for you to replicate the proc logic within a data step and produce a view from the data step. You could do this e.g. by transposing your variables into temporary arrays and using the pctl function.
Here's a simple example:
data example /view = example;
array _height[19]; /*Number of rows in sashelp.class dataset*/
/*Populate array*/
do _n_ = 1 by 1 until(eof);
set sashelp.class end = eof;
_height[_n_] = height;
end;
/*Calculate quantiles*/
array quantiles[3] q40 q50 q60;
array points[3] (40 50 60);
do i = 1 to 3;
quantiles[i] = pctl(points[i], of _height{*});
end;
/*Keep only the quantiles we calculated*/
keep q40--q60;
run;
With a bit more work, you could also make this approach return percentiles for individual by groups rather than for the whole dataset at once. You would need to write a double-DOW loop to do this, e.g.:
data example;
array _height[19];
array quantiles[3] q40 q50 q60;
array points[3] _temporary_ (40 50 60);
/*Clear heights array between by groups*/
call missing(of _height[*]);
/*Populate heights array*/
do _n_ = 1 by 1 until(last.sex);
set class end = eof;
by sex;
_height[_n_] = height;
end;
/*Calculate quantiles*/
do i = 1 to 3;
quantiles[i] = pctl(points[i], of _height{*});
end;
/* Output all rows from input dataset, with by-group quantiles attached*/
do _n_ = 1 to _n_;
set class;
output;
end;
keep name sex q40--q60;
run;

SAS summary statistic from a dataset

The dataset looks like this:
colx coly colz
0 1 0
0 1 1
0 1 0
Required output:
Colname value count
colx 0 3
coly 1 3
colz 0 2
colz 1 1
The following code works perfectly...
ods output onewayfreqs=outfreq;
proc freq data=final;
tables colx coly colz / nocum nofreq;
run;
data freq;
retain colname column_value;
set outfreq;
colname = scan(tables, 2, ' ');
column_Value = trim(left(vvaluex(colname)));
keep colname column_value frequency percent;
run;
... but I believe that's not efficient. Say I have 1000 columns, running prof freq on all 1000 columns is not efficient. Is there any other efficient way with out using the proc freq that accomplishes my desired output?
One of the most efficient mechanisms for computing frequency counts is through a hash object set up for reference counting via the suminc tag.
The SAS documentation for "Hash Object - Maintaining Key Summaries" demonstrates the technique for a single variable. The following example goes one step further and computes for each variable specified in an array. The suminc:'one' specifies that each use of ref will add the value of one to an internal reference sum. While iterating over the distinct keys for output, the frequency count is extracted via the sum method.
* one million data values;
data have;
array v(1000);
do row = 1 to 1000;
do index = 1 to dim(v);
v(index) = ceil(100*ranuni(123));
end;
output;
end;
keep v:;
format v: 4.;
run;
* compute frequency counts via .ref();
data freak_out(keep=name value count);
length name $32 value 8;
declare hash bins(ordered:'a', suminc:'one');
bins.defineKey('name', 'value');
bins.defineData('name', 'value');
bins.defineDone();
one = 1;
do until (end_of_data);
set have end=end_of_data;
array v v1-v1000;
do index = 1 to dim(v);
name = vname(v(index));
value = v(index);
bins.ref();
end;
end;
declare hiter out('bins');
do while (out.next() = 0);
bins.sum(sum:count);
output;
end;
run;
Note Proc FREQ uses standard grammars, variables can be a mixed of character and numeric, and has lots of additional features that are specified through options.
I think the most time consuming part in your code is generation of the ODS report. You can transpose the data before applying the freq. The below example does the task for 1000 rows with 1000 variables in few seconds. If you do it using ODS it may take much longer.
data dummy;
array colNames [1000] col1-col1000;
do line = 1 to 1000;
do j = 1 to dim(colNames);
colNames[j] = int(rand("uniform")*100);
end;
output;
end;
drop j;
run;
proc transpose
data = dummy
out = dummyTransposed (drop = line rename = (_name_ = colName col1 = value))
;
var col1-col1000;
by line;
run;
proc freq data = dummyTransposed noprint;
tables colName*value / out = result(drop = percent);
run;
Perhaps this statement from the comments is the real problem.
I felt like the odsoutput with proc freq is slowing down and creating
huge logs and outputs. think of 10,000 variables and million records.
I felt there should be another way of accomplishing this and arrays
seems to be a great fit
You can tell ODS not to produce the printed output if you don't want it.
ods exclude all ;
ods output onewayfreqs=outfreq;
proc freq data=final;
tables colx coly colz / nocum nofreq;
run;
ods exclude none ;

How to write a concise list of variables in table of a freq when the variables are differentiated only by a suffix?

I have a dataset with some variables named sx for x = 1 to n.
Is it possible to write a freq which gives the same result as:
proc freq data=prova;
table s1 * s2 * s3 * ... * sn /list missing;
run;
but without listing all the names of the variables?
I would like an output like this:
S1 S2 S3 S4 Frequency
A 10
A E 100
A E J F 300
B 10
B E 100
B E J F 300
but with an istruction like this (which, of course, is invented):
proc freq data=prova;
table s1:sn /list missing;
run;
Why not just use PROC SUMMARY instead?
Here is an example using two variables from SASHELP.CARS.
So this is PROC FREQ code.
proc freq data=sashelp.cars;
where make in: ('A','B');
tables make*type / list;
run;
Here is way to get counts using PROC SUMMARY
proc summary missing nway data=sashelp.cars ;
where make in: ('A','B');
class make type ;
output out=want;
run;
proc print data=want ;
run;
If you need to calculate the percentages you can instead use the WAYS statement to get both the overall and the individual cell counts. And then add a data step to calculate the percentages.
proc summary missing data=sashelp.cars ;
where make in: ('A','B');
class make type ;
ways 0 2 ;
output out=want;
run;
data want ;
set want ;
retain total;
if _type_=0 then total=_freq_;
percent=100*_freq_/total;
run;
So if you have 10 variables you would use
ways 0 10 ;
class s1-s10 ;
If you just want to build up the string "S1*S2*..." then you could use a DO loop or a macro %DO loop and put the result into a macro variable.
data _null_;
length namelist $200;
do i=1 to 10;
namelist=catx('*',namelist,cats('S',i));
end;
call symputx('namelist',namelist);
run;
But here is an easy way to make such a macro variable from ANY variable list not just those with numeric suffixes.
First get the variables names into a dataset. PROC TRANSPOSE is a good way if you use the OBS=0 dataset option so that you only get the _NAME_ column.
proc transpose data=have(obs=0) ;
var s1-s10 ;
run;
Then use PROC SQL to stuff the names into a macro variable.
proc sql noprint;
select _name_
into :namelist separated by '*'
from &syslast
;
quit;
Then you can use the macro variable in your TABLES statement.
proc freq data=have ;
tables &namelist / list missing ;
run;
Car':
In short, no. There is no shortcut syntax for specifying a variable list that crosses dimension.
In long, yes -- if you create a surrogate variable that is an equivalent crossing.
Discussion
Sample data generator:
%macro have(top=5);
%local index;
data have;
%do index = 1 %to &top;
do s&index = 1 to 2+ceil(3*ranuni(123));
%end;
array V s:;
do _n_ = 1 to 5*ranuni(123);
x = ceil(100*ranuni(123));
if ranuni(123) < 0.1 then do;
ix = ceil(&top*ranuni(123));
h = V(ix);
V(ix) = .;
output;
V(ix) = h;
end;
else
output;
end;
%do index = 1 %to &top;
end;
%end;
run;
%mend;
%have;
As you probably noticed table s: created one freq per s* variable.
For example:
title "One table per variable";
proc freq data=have;
tables s: / list missing ;
run;
There is no shortcut syntax for specifying a variable list that crosses dimension.
NOTE: If you specify out=, the column names in the output data set will be the last variable in the level. So for above, the out= table will have a column "s5", but contain counts corresponding to combinations for each s1 through s5.
At each dimensional level you can use a variable list, as in level1 * (sublev:) * leaf. The same caveat for out= data applies.
Now, reconsider the original request discretely (no-shortcut) crossing all the s* variables:
title "1 table - 5 columns of crossings";
proc freq data=have;
tables s1*s2*s3*s4*s5 / list missing out=outEach;
run;
And, compare to what happens when a data step view uses a variable list to compute a surrogate value corresponding to the discrete combinations reported above.
data haveV / view=haveV;
set have;
crossing = catx(' * ', of s:); * concatenation of all the s variables;
keep crossing;
run;
title "1 table - 1 column of concatenated crossings";
proc freq data=haveV;
tables crossing / list missing out=outCat;
run;
Reality check with COMPARE, I don't trust eyeballs. If zero rows with differences (per noequal) then the out= data sets have identical counts.
proc compare noprint base=outEach compare=outCat out=diffs outnoequal;
var count;
run;
----- Log -----
NOTE: There were 31 observations read from the data set WORK.OUTEACH.
NOTE: There were 31 observations read from the data set WORK.OUTCAT.
NOTE: The data set WORK.DIFFS has 0 observations and 3 variables.
NOTE: PROCEDURE COMPARE used (Total process time)